CME Australian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7310 |
-0.0023 |
-0.3% |
0.7316 |
| High |
0.7350 |
0.7313 |
-0.0037 |
-0.5% |
0.7382 |
| Low |
0.7275 |
0.7249 |
-0.0026 |
-0.4% |
0.7239 |
| Close |
0.7300 |
0.7257 |
-0.0043 |
-0.6% |
0.7327 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0143 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
107,384 |
109,213 |
1,829 |
1.7% |
530,865 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7425 |
0.7292 |
|
| R3 |
0.7401 |
0.7361 |
0.7275 |
|
| R2 |
0.7337 |
0.7337 |
0.7269 |
|
| R1 |
0.7297 |
0.7297 |
0.7263 |
0.7285 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7267 |
| S1 |
0.7233 |
0.7233 |
0.7251 |
0.7221 |
| S2 |
0.7209 |
0.7209 |
0.7245 |
|
| S3 |
0.7145 |
0.7169 |
0.7239 |
|
| S4 |
0.7081 |
0.7105 |
0.7222 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7679 |
0.7406 |
|
| R3 |
0.7602 |
0.7536 |
0.7366 |
|
| R2 |
0.7459 |
0.7459 |
0.7353 |
|
| R1 |
0.7393 |
0.7393 |
0.7340 |
0.7426 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7333 |
| S1 |
0.7250 |
0.7250 |
0.7314 |
0.7283 |
| S2 |
0.7173 |
0.7173 |
0.7301 |
|
| S3 |
0.7030 |
0.7107 |
0.7288 |
|
| S4 |
0.6887 |
0.6964 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7363 |
0.7239 |
0.0124 |
1.7% |
0.0067 |
0.9% |
15% |
False |
False |
102,817 |
| 10 |
0.7382 |
0.7239 |
0.0143 |
2.0% |
0.0065 |
0.9% |
13% |
False |
False |
100,963 |
| 20 |
0.7454 |
0.7203 |
0.0251 |
3.5% |
0.0063 |
0.9% |
22% |
False |
False |
105,330 |
| 40 |
0.7484 |
0.7203 |
0.0281 |
3.9% |
0.0063 |
0.9% |
19% |
False |
False |
97,362 |
| 60 |
0.7678 |
0.7203 |
0.0475 |
6.5% |
0.0063 |
0.9% |
11% |
False |
False |
92,595 |
| 80 |
0.7682 |
0.7203 |
0.0479 |
6.6% |
0.0062 |
0.9% |
11% |
False |
False |
69,648 |
| 100 |
0.7814 |
0.7203 |
0.0611 |
8.4% |
0.0060 |
0.8% |
9% |
False |
False |
55,742 |
| 120 |
0.7905 |
0.7203 |
0.0702 |
9.7% |
0.0058 |
0.8% |
8% |
False |
False |
46,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7481 |
|
1.618 |
0.7417 |
|
1.000 |
0.7377 |
|
0.618 |
0.7353 |
|
HIGH |
0.7313 |
|
0.618 |
0.7289 |
|
0.500 |
0.7281 |
|
0.382 |
0.7273 |
|
LOW |
0.7249 |
|
0.618 |
0.7209 |
|
1.000 |
0.7185 |
|
1.618 |
0.7145 |
|
2.618 |
0.7081 |
|
4.250 |
0.6977 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7281 |
0.7306 |
| PP |
0.7273 |
0.7290 |
| S1 |
0.7265 |
0.7273 |
|